CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 15-Dec-2023

Day Change Summary
	Previous	Current
	14-Dec-2023	15-Dec-2023	Change	Change %	Previous Week
Open	0.7411	0.7469	0.0058	0.8%	0.7372
High	0.7476	0.7501	0.0025	0.3%	0.7501
Low	0.7410	0.7465	0.0055	0.7%	0.7354
Close	0.7468	0.7490	0.0022	0.3%	0.7490
Range	0.0066	0.0036	-0.0030	-45.5%	0.0147
ATR	0.0040	0.0039	0.0000	-0.6%	0.0000
Volume	94,585	123,315	28,730	30.4%	378,794

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7593	0.7577	0.7509
R3	0.7557	0.7541	0.7499
R2	0.7521	0.7521	0.7496
R1	0.7505	0.7505	0.7493	0.7513
PP	0.7485	0.7485	0.7485	0.7489
S1	0.7469	0.7469	0.7486	0.7477
S2	0.7449	0.7449	0.7483
S3	0.7413	0.7433	0.7480
S4	0.7377	0.7397	0.7470

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7889	0.7836	0.7570
R3	0.7742	0.7689	0.7530
R2	0.7595	0.7595	0.7516
R1	0.7542	0.7542	0.7503	0.7569
PP	0.7448	0.7448	0.7448	0.7461
S1	0.7395	0.7395	0.7476	0.7422
S2	0.7301	0.7301	0.7463
S3	0.7154	0.7248	0.7449
S4	0.7007	0.7101	0.7409

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7501	0.7354	0.0147	2.0%	0.0047	0.6%	93%	True	False	75,758
10	0.7501	0.7354	0.0147	2.0%	0.0038	0.5%	93%	True	False	39,657
20	0.7501	0.7276	0.0225	3.0%	0.0037	0.5%	95%	True	False	20,251
40	0.7501	0.7212	0.0289	3.9%	0.0038	0.5%	96%	True	False	10,304
60	0.7501	0.7212	0.0289	3.9%	0.0038	0.5%	96%	True	False	6,969
80	0.7501	0.7212	0.0289	3.9%	0.0034	0.5%	96%	True	False	5,252
100	0.7626	0.7212	0.0414	5.5%	0.0029	0.4%	67%	False	False	4,203
120	0.7656	0.7212	0.0444	5.9%	0.0026	0.3%	63%	False	False	3,504

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7654
2.618	0.7595
1.618	0.7559
1.000	0.7537
0.618	0.7523
HIGH	0.7501
0.618	0.7487
0.500	0.7483
0.382	0.7478
LOW	0.7465
0.618	0.7442
1.000	0.7429
1.618	0.7406
2.618	0.7370
4.250	0.7312

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	0.7487	0.7470
PP	0.7485	0.7450
S1	0.7483	0.7430

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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